Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

DOI10.1007/S10479-014-1751-YMaRDI QIDQ338927zbMATH OpenOpenAlexFDO

Authors Michael A. Noakes, Kanshukan Rajaratnam

Publication date 7 November 2016

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-014-1751-y

zbMATH Keywords

market efficiencyOR application in financeoverlapping serial test

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Recommendations

• TESTING WEAK-FORM MARKET EFFICIENCY IN EMERGING MARKET: EVIDENCE FROM BOTSWANA STOCK EXCHANGE
• Patterns in stock market movements tested as random number generators
• Has Chinese Stock Market Become Efficient? Evidence from a New Approach
• Examining the first stages of market performance: A test for evolving market efficiency
• ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE

Cites work

• scientific article; zbMATH DE number 3082097 (Why is no real title available?)
• Patterns in stock market movements tested as random number generators

Cited in

(5)

• Patterns in stock market movements tested as random number generators
• Prediction of cryptocurrency returns using machine learning
• TESTING WEAK-FORM MARKET EFFICIENCY IN EMERGING MARKET: EVIDENCE FROM BOTSWANA STOCK EXCHANGE
• Examining the first stages of market performance: A test for evolving market efficiency
• Statistical methods for decision support systems in finance: how Benford's law predicts financial risk

This page was built for publication: Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338927)